DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       66,176
COMMITMENTS
     825   13,573    2,211   63,040   50,232   66,076   66,016      100      160

CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST:    -13,154)
    -342    1,758     -913  -11,999  -13,979  -13,254  -13,134      100      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     20.5      3.3     95.3     75.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        9        5       15       20       21       30



Updated May 9, 2014